Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Interest Rate Modeling: A Matl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
8
Optionspreistheorie
8
Portfolio selection
5
Portfolio-Management
5
Finance
4
Option pricing
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Calibration
3
Discrete monitoring
3
Führungskräfte
3
Hilbert transform
3
Managers
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
Wishart process
3
Altersgrenze
2
Asset management
2
Black-Scholes model
2
Black-Scholes-Modell
2
CEV process
2
Compensation system
2
Cryptocurrency
2
Derivat
2
Derivative
2
Exotic derivatives
2
Investment Fund
2
Investmentfonds
2
Leistungsentgelt
2
Matrix Factorization
2
Modellierung
2
Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Numerical quadrature
2
Performance pay
2
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
Book / Working Paper
55
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Language
All
English
20
Undetermined
3
Author
All
Marazzina, Daniele
22
Barucci, Emilio
8
Fusai, Gianluca
7
La Bua, Gaetano
4
Germano, Guido
3
Giuffra Moncayo, Giancarlo
2
Phelan, Carolyn E.
2
Sesana, Debora
2
Agasisti, Tommaso
1
BARUCCI, EMILIO
1
Baccarin, Stefano
1
Ballotta, Laura
1
Biffs, Enrico
1
Brachetta, Matteo
1
Brigo, Damiano
1
Cannistrà, Marta
1
Corsaro, Stefania
1
Ding, Guodong
1
Francischello, Marco
1
Kyriakou, Ioannis
1
MARAZZINA, DANIELE
1
Marena, Marina
1
Marino, Zelda
1
Ng, Michael
1
Soncin, Mara
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
6
Digital finance : smart data analytics, investment innovation, and financial technology
2
Annals of finance
1
Application of operations research to financial markets
1
Applied economics
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational management science
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
European Journal of Operational Research
1
Finance research letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Operations research letters
1
Quantitative Finance
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
RePEc
3
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal impulse control of a portfolio with a fixed transaction cost
Baccarin, Stefano
;
Marazzina, Daniele
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 355-372
Persistent link: https://www.econbiz.de/10010356907
Saved in:
2
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
3
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Fusai, Gianluca
;
Germano, Guido
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10011446230
Saved in:
4
Risk seeking, nonconvex remuneration and regime switching
Barucci, Emilio
;
Marazzina, Daniele
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403197
Saved in:
5
On the design of sovereign bond-backed securities
Barucci, Emilio
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013188811
Saved in:
6
On relative performance, remuneration and risk taking of asset managers
Barucci, Emilio
;
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Annals of finance
14
(
2018
)
4
,
pp. 517-545
Persistent link: https://www.econbiz.de/10012268321
Saved in:
7
Asset management, high water mark and flow of funds
Barucci, Emilio
;
Marazzina, Daniele
- In:
Operations research letters
44
(
2016
)
5
,
pp. 607-611
Persistent link: https://www.econbiz.de/10011596497
Saved in:
8
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
9
Integrated structural approach to Credit Value Adjustment
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
Saved in:
10
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
